My Math Forum Derivative of a scalar function w.r.t. a matrix

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 April 10th, 2015, 08:47 AM #1 Newbie   Joined: Apr 2015 From: Iran Posts: 2 Thanks: 0 Derivative of a scalar function w.r.t. a matrix I need to calculate derivative of the following function with respect to matrix X: $\displaystyle f(X)=||diag(X^TX)||_2^2$ where $\displaystyle diag()$ returns diagonal elements of a matrix into a vector. How can I calculate $\displaystyle \frac {\partial f(X)} {\partial X}$? Thanks in advance! Last edited by mnnejati; April 10th, 2015 at 08:49 AM.

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